Construct · 1 fields · 1 citations

M-estimator: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Statistics

a robust estimator that minimizes a loss growing more slowly than squared error, limiting the pull of outliers.

In statistics, M-estimator refers to a robust estimator that minimizes a loss growing more slowly than squared error, limiting the pull of outliers. This meaning comes from Huber (1964) in The Annals of Mathematical Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

Huber loss1 fields · 1 citationsanchor · a standalone construct robustness6 fields · 14 citationsjingle · one name, six constructs error4 fields · 8 citationsjingle · one word, four constructs

References

Huber, P. J. (1964). Robust Estimation of a Location Parameter. The Annals of Mathematical Statistics, 35(1), 73-101. https://doi.org/10.1214/aoms/1177703732

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